| Trading Metrics calculated at close of trading on 17-Sep-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2020 |
17-Sep-2020 |
Change |
Change % |
Previous Week |
| Open |
13,174.0 |
13,188.0 |
14.0 |
0.1% |
12,900.0 |
| High |
13,261.0 |
13,229.5 |
-31.5 |
-0.2% |
13,288.0 |
| Low |
13,152.5 |
13,014.0 |
-138.5 |
-1.1% |
12,843.5 |
| Close |
13,217.5 |
13,205.5 |
-12.0 |
-0.1% |
13,196.0 |
| Range |
108.5 |
215.5 |
107.0 |
98.6% |
444.5 |
| ATR |
231.8 |
230.6 |
-1.2 |
-0.5% |
0.0 |
| Volume |
28,835 |
43,852 |
15,017 |
52.1% |
6,237 |
|
| Daily Pivots for day following 17-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,796.2 |
13,716.3 |
13,324.0 |
|
| R3 |
13,580.7 |
13,500.8 |
13,264.8 |
|
| R2 |
13,365.2 |
13,365.2 |
13,245.0 |
|
| R1 |
13,285.3 |
13,285.3 |
13,225.3 |
13,325.3 |
| PP |
13,149.7 |
13,149.7 |
13,149.7 |
13,169.6 |
| S1 |
13,069.8 |
13,069.8 |
13,185.7 |
13,109.8 |
| S2 |
12,934.2 |
12,934.2 |
13,166.0 |
|
| S3 |
12,718.7 |
12,854.3 |
13,146.2 |
|
| S4 |
12,503.2 |
12,638.8 |
13,087.0 |
|
|
| Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,442.7 |
14,263.8 |
13,440.5 |
|
| R3 |
13,998.2 |
13,819.3 |
13,318.2 |
|
| R2 |
13,553.7 |
13,553.7 |
13,277.5 |
|
| R1 |
13,374.8 |
13,374.8 |
13,236.7 |
13,464.3 |
| PP |
13,109.2 |
13,109.2 |
13,109.2 |
13,153.9 |
| S1 |
12,930.3 |
12,930.3 |
13,155.3 |
13,019.8 |
| S2 |
12,664.7 |
12,664.7 |
13,114.5 |
|
| S3 |
12,220.2 |
12,485.8 |
13,073.8 |
|
| S4 |
11,775.7 |
12,041.3 |
12,951.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,320.0 |
13,014.0 |
306.0 |
2.3% |
156.5 |
1.2% |
63% |
False |
True |
26,381 |
| 10 |
13,320.0 |
12,760.0 |
560.0 |
4.2% |
221.9 |
1.7% |
80% |
False |
False |
13,601 |
| 20 |
13,435.0 |
12,662.0 |
773.0 |
5.9% |
241.8 |
1.8% |
70% |
False |
False |
6,894 |
| 40 |
13,435.0 |
12,207.0 |
1,228.0 |
9.3% |
209.9 |
1.6% |
81% |
False |
False |
3,487 |
| 60 |
13,435.0 |
11,962.0 |
1,473.0 |
11.2% |
200.8 |
1.5% |
84% |
False |
False |
2,350 |
| 80 |
13,435.0 |
11,570.0 |
1,865.0 |
14.1% |
205.0 |
1.6% |
88% |
False |
False |
1,773 |
| 100 |
13,435.0 |
10,193.0 |
3,242.0 |
24.6% |
177.0 |
1.3% |
93% |
False |
False |
1,423 |
| 120 |
13,435.0 |
9,411.0 |
4,024.0 |
30.5% |
166.4 |
1.3% |
94% |
False |
False |
1,194 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,145.4 |
|
2.618 |
13,793.7 |
|
1.618 |
13,578.2 |
|
1.000 |
13,445.0 |
|
0.618 |
13,362.7 |
|
HIGH |
13,229.5 |
|
0.618 |
13,147.2 |
|
0.500 |
13,121.8 |
|
0.382 |
13,096.3 |
|
LOW |
13,014.0 |
|
0.618 |
12,880.8 |
|
1.000 |
12,798.5 |
|
1.618 |
12,665.3 |
|
2.618 |
12,449.8 |
|
4.250 |
12,098.1 |
|
|
| Fisher Pivots for day following 17-Sep-2020 |
| Pivot |
1 day |
3 day |
| R1 |
13,177.6 |
13,182.8 |
| PP |
13,149.7 |
13,160.2 |
| S1 |
13,121.8 |
13,137.5 |
|